NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 4.687 4.744 0.057 1.2% 4.548
High 4.739 4.835 0.096 2.0% 4.713
Low 4.667 4.705 0.038 0.8% 4.504
Close 4.738 4.821 0.083 1.8% 4.678
Range 0.072 0.130 0.058 80.6% 0.209
ATR 0.122 0.123 0.001 0.4% 0.000
Volume 2,506 2,995 489 19.5% 15,478
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.177 5.129 4.893
R3 5.047 4.999 4.857
R2 4.917 4.917 4.845
R1 4.869 4.869 4.833 4.893
PP 4.787 4.787 4.787 4.799
S1 4.739 4.739 4.809 4.763
S2 4.657 4.657 4.797
S3 4.527 4.609 4.785
S4 4.397 4.479 4.750
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.259 5.177 4.793
R3 5.050 4.968 4.735
R2 4.841 4.841 4.716
R1 4.759 4.759 4.697 4.800
PP 4.632 4.632 4.632 4.652
S1 4.550 4.550 4.659 4.591
S2 4.423 4.423 4.640
S3 4.214 4.341 4.621
S4 4.005 4.132 4.563
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.835 4.586 0.249 5.2% 0.100 2.1% 94% True False 3,040
10 4.835 4.473 0.362 7.5% 0.115 2.4% 96% True False 2,958
20 4.835 4.250 0.585 12.1% 0.111 2.3% 98% True False 2,158
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.388
2.618 5.175
1.618 5.045
1.000 4.965
0.618 4.915
HIGH 4.835
0.618 4.785
0.500 4.770
0.382 4.755
LOW 4.705
0.618 4.625
1.000 4.575
1.618 4.495
2.618 4.365
4.250 4.153
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 4.804 4.787
PP 4.787 4.753
S1 4.770 4.719

These figures are updated between 7pm and 10pm EST after a trading day.

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